+38.3%
BN vs COMP
-31.2%
+69.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -2.5% | +1.4% | -3.8% | -2.7% |
| 30D | -9.5% | -13.3% | +3.8% | -7.4% |
| 3M | -10.4% | +41.1% | -51.5% | -15.9% |
| 6M | -6.4% | +17.2% | -23.5% | -10.4% |
| YTD | -11.9% | +5.2% | -17.1% | -14.7% |
| 1Y | -8.6% | +18.9% | -27.5% | -14.0% |
| 3Y | +77.6% | +215.9% | -138.4% | +33.5% |
| All | +38.3% | -31.2% | +69.5% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling